Optimized Portfolios: All Seasons Strategy

Our study explores the efficient frontier of optimal investment, taking behind the Markowitz’s theory, while advocating a diversified portfolio to reduce risk. To perform it, six portfolio models are proposed, and its formation are made by a solver, where the selected solving method is the GRG Nonli...

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Detalles Bibliográficos

Autores principales:	Navas, Raúl D., Bentes, Sónia R., Navas, Helena V.G.
Formato:	Capítulo de libro
Lenguaje:	inglés
Publicado:	IntechOpen 2020
Materias:	Physical Sciences, Engineering and Technology
Acceso en línea:	https://www.intechopen.com/chapters/74408
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